+15.3%
PEP vs BBAI
-70.8%
+86.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.7% | -10.7% | +11.4% | +0.6% |
| 3M | -0.5% | -32.3% | +31.7% | -0.7% |
| 6M | -11.3% | -31.3% | +20.0% | -11.4% |
| YTD | -0.6% | -45.9% | +45.3% | -0.8% |
| 1Y | +1.7% | -40.0% | +41.7% | +1.6% |
| 3Y | -12.5% | +72.8% | -85.3% | -11.1% |
| 5Y | +3.9% | -70.4% | +74.2% | +3.0% |
| All | +15.3% | -70.8% | +86.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling